کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1139792 | 956695 | 2011 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Selecting the best simulated system with weighted control-variate estimators
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Selecting the best simulated system with weighted control-variate estimators Selecting the best simulated system with weighted control-variate estimators](/preview/png/1139792.png)
چکیده انگلیسی
Ranking and selection (R&S) procedures have been considered an effective tool to solve simulation optimization problems with a discrete and finite decision space. Control variate (CV) is a variance reduction technique that requires no intervention in the way the simulation experiment is performed, and the least-squares regression package needed to implement CV is readily available. In this paper we propose two provably valid selection procedures that employ weighted CV estimators in different ways. Both procedures are guaranteed to select the best system with a prespecified confidence level. Empirical results and simple analyses are performed to compare the efficiency of our new procedures with some existing procedures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 82, Issue 4, December 2011, Pages 705-717
Journal: Mathematics and Computers in Simulation - Volume 82, Issue 4, December 2011, Pages 705-717
نویسندگان
Shing Chih Tsai,